Add equity candle chart to web UI
This commit is contained in:
dirtydishes
parent
a87df21baa
commit
c9be8e8490
4 changed files with 480 additions and 0 deletions
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@ -180,6 +180,10 @@ h1 {
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grid-column: span 4;
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}
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.card-chart {
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grid-column: span 6;
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}
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.card-equities {
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grid-column: span 2;
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}
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@ -274,6 +278,108 @@ h1 {
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flex: 0 0 auto;
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}
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.chart-controls {
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display: flex;
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align-items: center;
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justify-content: space-between;
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gap: 16px;
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margin-bottom: 18px;
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flex-wrap: wrap;
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}
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.chart-intervals {
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display: flex;
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flex-wrap: wrap;
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gap: 8px;
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}
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.interval-button {
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border: 1px solid rgba(111, 91, 57, 0.35);
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border-radius: 999px;
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padding: 6px 12px;
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background: rgba(111, 91, 57, 0.08);
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color: #6f5b39;
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font-size: 0.75rem;
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letter-spacing: 0.12em;
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text-transform: uppercase;
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cursor: pointer;
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}
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.interval-button.active {
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border-color: rgba(47, 109, 79, 0.6);
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background: rgba(47, 109, 79, 0.1);
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color: #2f6d4f;
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box-shadow: 0 0 0 2px rgba(47, 109, 79, 0.12);
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}
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.interval-button:focus-visible {
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outline: 2px solid rgba(47, 109, 79, 0.4);
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outline-offset: 2px;
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}
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.chart-hint {
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font-size: 0.8rem;
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color: #6f5b39;
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}
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.chart-panel {
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display: grid;
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gap: 16px;
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}
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.chart-meta {
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display: flex;
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align-items: center;
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gap: 16px;
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flex-wrap: wrap;
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font-size: 0.8rem;
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color: #5b4c34;
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}
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.chart-status {
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display: inline-flex;
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align-items: center;
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gap: 8px;
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font-weight: 600;
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}
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.chart-dot {
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width: 8px;
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height: 8px;
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border-radius: 999px;
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background: rgba(111, 91, 57, 0.4);
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}
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.chart-status-connected .chart-dot {
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background: rgba(47, 109, 79, 0.8);
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}
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.chart-status-connecting .chart-dot {
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background: rgba(31, 74, 123, 0.8);
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animation: pulse 1.4s ease-in-out infinite;
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}
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.chart-status-disconnected .chart-dot {
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background: rgba(196, 111, 42, 0.8);
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}
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.chart-meta-time {
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color: #6f5b39;
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}
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.chart-surface {
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width: 100%;
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height: 360px;
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border-radius: 18px;
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border: 1px solid rgba(217, 205, 184, 0.6);
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background: #fffdf7;
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overflow: hidden;
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}
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.chart-empty {
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margin-top: -4px;
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}
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.tape-controls {
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display: flex;
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flex-direction: column;
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@ -854,6 +960,7 @@ h1 {
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grid-template-columns: repeat(2, minmax(0, 1fr));
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}
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.card-chart,
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.card-options,
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.card-equities,
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.card-flow,
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@ -869,6 +976,7 @@ h1 {
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grid-template-columns: minmax(0, 1fr);
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}
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.card-chart,
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.card-options,
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.card-equities,
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.card-flow,
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@ -930,4 +1038,8 @@ h1 {
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.card-dark {
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height: 780px;
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}
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.chart-surface {
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height: 280px;
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}
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}
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@ -4,6 +4,7 @@ import { useCallback, useEffect, useLayoutEffect, useMemo, useRef, useState } fr
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import type {
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AlertEvent,
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ClassifierHitEvent,
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EquityCandle,
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EquityPrint,
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EquityPrintJoin,
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FlowPacket,
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@ -11,12 +12,56 @@ import type {
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OptionNBBO,
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OptionPrint
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} from "@islandflow/types";
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import { createChart, type IChartApi, type UTCTimestamp } from "lightweight-charts";
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const MAX_ITEMS = 500;
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const NBBO_MAX_AGE_MS = Number(process.env.NEXT_PUBLIC_NBBO_MAX_AGE_MS);
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const NBBO_MAX_AGE_MS_SAFE =
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Number.isFinite(NBBO_MAX_AGE_MS) && NBBO_MAX_AGE_MS > 0 ? NBBO_MAX_AGE_MS : 1000;
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const LOCAL_HOSTS = new Set(["localhost", "127.0.0.1"]);
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const CANDLE_INTERVALS = [
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{ label: "1s", ms: 1000 },
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{ label: "5s", ms: 5000 },
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{ label: "1m", ms: 60000 }
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];
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type CandlestickSeries = ReturnType<IChartApi["addCandlestickSeries"]>;
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type ChartCandle = {
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time: UTCTimestamp;
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open: number;
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high: number;
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low: number;
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close: number;
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};
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const formatIntervalLabel = (intervalMs: number): string => {
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const match = CANDLE_INTERVALS.find((interval) => interval.ms === intervalMs);
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if (match) {
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return match.label;
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}
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if (intervalMs >= 60000) {
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return `${Math.round(intervalMs / 60000)}m`;
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}
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if (intervalMs >= 1000) {
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return `${Math.round(intervalMs / 1000)}s`;
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}
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return `${intervalMs}ms`;
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};
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const toChartTime = (ts: number): UTCTimestamp => {
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return Math.floor(ts / 1000) as UTCTimestamp;
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};
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const toChartCandle = (candle: EquityCandle): ChartCandle => {
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return {
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time: toChartTime(candle.ts),
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open: candle.open,
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high: candle.high,
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low: candle.low,
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close: candle.close
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};
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};
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type WsStatus = "connecting" | "connected" | "disconnected";
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@ -26,6 +71,7 @@ type MessageType =
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| "option-print"
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| "option-nbbo"
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| "equity-print"
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| "equity-candle"
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| "equity-join"
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| "flow-packet"
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| "inferred-dark"
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@ -1168,6 +1214,289 @@ const TapeControls = ({ isAtTop, missed, onJump }: TapeControlsProps) => {
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);
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};
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type CandleChartProps = {
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ticker: string;
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intervalMs: number;
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mode: TapeMode;
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};
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const CandleChart = ({ ticker, intervalMs, mode }: CandleChartProps) => {
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const containerRef = useRef<HTMLDivElement | null>(null);
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const chartRef = useRef<IChartApi | null>(null);
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const seriesRef = useRef<CandlestickSeries | null>(null);
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const socketRef = useRef<WebSocket | null>(null);
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const reconnectRef = useRef<number | null>(null);
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const lastCandleRef = useRef<{ time: UTCTimestamp; seq: number } | null>(null);
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const [ready, setReady] = useState(false);
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const [status, setStatus] = useState<WsStatus>(mode === "live" ? "connecting" : "connected");
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const [lastUpdate, setLastUpdate] = useState<number | null>(null);
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const [hasData, setHasData] = useState(false);
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const [error, setError] = useState<string | null>(null);
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useLayoutEffect(() => {
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const container = containerRef.current;
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if (!container) {
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return;
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}
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const width = container.clientWidth || 600;
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const height = container.clientHeight || 360;
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const chart = createChart(container, {
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width,
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height,
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layout: {
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background: { color: "#fffdf7" },
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textColor: "#4e3e25"
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},
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grid: {
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vertLines: { color: "rgba(82, 64, 36, 0.12)" },
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horzLines: { color: "rgba(82, 64, 36, 0.12)" }
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},
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crosshair: {
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vertLine: { color: "rgba(47, 109, 79, 0.35)" },
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horzLine: { color: "rgba(47, 109, 79, 0.35)" }
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},
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timeScale: {
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borderColor: "rgba(111, 91, 57, 0.35)",
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timeVisible: true,
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secondsVisible: intervalMs < 60000
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},
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rightPriceScale: {
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borderColor: "rgba(111, 91, 57, 0.35)"
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}
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});
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const series = chart.addCandlestickSeries({
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upColor: "#2f6d4f",
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downColor: "#c46f2a",
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borderVisible: false,
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wickUpColor: "#2f6d4f",
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wickDownColor: "#c46f2a"
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});
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chartRef.current = chart;
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seriesRef.current = series;
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setReady(true);
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const resizeObserver = new ResizeObserver((entries) => {
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const entry = entries[0];
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if (!entry) {
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return;
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}
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const { width: nextWidth, height: nextHeight } = entry.contentRect;
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if (Number.isFinite(nextWidth) && Number.isFinite(nextHeight)) {
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chart.applyOptions({
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width: Math.max(1, Math.floor(nextWidth)),
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height: Math.max(1, Math.floor(nextHeight))
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});
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}
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});
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resizeObserver.observe(container);
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return () => {
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resizeObserver.disconnect();
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chart.remove();
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chartRef.current = null;
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seriesRef.current = null;
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};
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}, []);
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useEffect(() => {
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if (!ready || !seriesRef.current) {
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return;
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}
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let active = true;
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setError(null);
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setHasData(false);
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setLastUpdate(null);
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lastCandleRef.current = null;
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seriesRef.current.setData([]);
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setStatus(mode === "live" ? "connecting" : "connected");
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const fetchCandles = async () => {
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try {
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const url = new URL(buildApiUrl("/candles/equities"));
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url.searchParams.set("underlying_id", ticker);
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url.searchParams.set("interval_ms", intervalMs.toString());
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url.searchParams.set("limit", "300");
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url.searchParams.set("cache", "1");
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const response = await fetch(url.toString());
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if (!response.ok) {
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throw new Error(`Candle fetch failed (${response.status})`);
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}
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const payload = (await response.json()) as { data?: EquityCandle[] };
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if (!active || !seriesRef.current) {
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return;
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}
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const sorted = [...(payload.data ?? [])].sort((a, b) => {
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if (a.ts !== b.ts) {
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return a.ts - b.ts;
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}
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return a.seq - b.seq;
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});
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const chartData = sorted.map(toChartCandle);
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seriesRef.current.setData(chartData);
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chartRef.current?.timeScale().fitContent();
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if (sorted.length > 0) {
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const last = sorted[sorted.length - 1];
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lastCandleRef.current = { time: toChartTime(last.ts), seq: last.seq };
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setHasData(true);
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setLastUpdate(last.ingest_ts ?? last.ts);
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}
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} catch (error) {
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if (!active) {
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return;
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}
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setError(error instanceof Error ? error.message : String(error));
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setStatus("disconnected");
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setHasData(false);
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}
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};
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void fetchCandles();
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return () => {
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active = false;
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};
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}, [ready, ticker, intervalMs, mode]);
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useEffect(() => {
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if (!ready || mode !== "live" || !seriesRef.current) {
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if (socketRef.current) {
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socketRef.current.close();
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}
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if (reconnectRef.current !== null) {
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window.clearTimeout(reconnectRef.current);
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reconnectRef.current = null;
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}
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return;
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}
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let active = true;
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const connect = () => {
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if (!active) {
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return;
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}
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setStatus("connecting");
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const socket = new WebSocket(buildWsUrl("/ws/equity-candles"));
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socketRef.current = socket;
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socket.onopen = () => {
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if (!active) {
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return;
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}
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setStatus("connected");
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};
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socket.onmessage = (event) => {
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if (!active || !seriesRef.current) {
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return;
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}
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try {
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const message = JSON.parse(event.data) as StreamMessage<EquityCandle>;
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if (!message || message.type !== "equity-candle") {
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return;
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}
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const candle = message.payload;
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if (candle.underlying_id !== ticker || candle.interval_ms !== intervalMs) {
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return;
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}
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const chartCandle = toChartCandle(candle);
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const last = lastCandleRef.current;
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if (last) {
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if (chartCandle.time < last.time) {
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return;
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}
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if (chartCandle.time === last.time && candle.seq <= last.seq) {
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return;
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}
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}
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seriesRef.current.update(chartCandle);
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lastCandleRef.current = { time: chartCandle.time, seq: candle.seq };
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setHasData(true);
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setLastUpdate(candle.ingest_ts ?? candle.ts);
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} catch (error) {
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console.warn("Failed to parse candle payload", error);
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}
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};
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socket.onclose = () => {
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if (!active) {
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return;
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}
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setStatus("disconnected");
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reconnectRef.current = window.setTimeout(connect, 1000);
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};
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socket.onerror = () => {
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if (!active) {
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return;
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}
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setStatus("disconnected");
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socket.close();
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};
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};
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connect();
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return () => {
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active = false;
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if (reconnectRef.current !== null) {
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window.clearTimeout(reconnectRef.current);
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reconnectRef.current = null;
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}
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if (socketRef.current) {
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socketRef.current.close();
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}
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};
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}, [ready, mode, ticker, intervalMs]);
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useEffect(() => {
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if (!chartRef.current) {
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return;
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}
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chartRef.current.timeScale().applyOptions({
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timeVisible: true,
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secondsVisible: intervalMs < 60000
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});
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}, [intervalMs]);
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const statusText = statusLabel(status, false, mode);
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return (
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<div className="chart-panel">
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<div className="chart-meta">
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<div className={`chart-status chart-status-${status}`}>
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<span className="chart-dot" />
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<span>{statusText}</span>
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</div>
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<span className="chart-meta-time">
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{lastUpdate ? `Updated ${formatTime(lastUpdate)}` : "Waiting for data"}
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</span>
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</div>
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<div className="chart-surface" ref={containerRef} />
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{error ? (
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<div className="empty chart-empty">Chart error: {error}</div>
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) : !hasData ? (
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<div className="empty chart-empty">
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{mode === "live"
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? "No candles yet. Start candles service."
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: "No candles for this replay window."}
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</div>
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) : null}
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</div>
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);
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};
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type AlertSeverityStripProps = {
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alerts: AlertEvent[];
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};
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|
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@ -1503,6 +1832,7 @@ export default function HomePage() {
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const [selectedAlert, setSelectedAlert] = useState<AlertEvent | null>(null);
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const [selectedDarkEvent, setSelectedDarkEvent] = useState<InferredDarkEvent | null>(null);
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const [filterInput, setFilterInput] = useState<string>("");
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const [chartIntervalMs, setChartIntervalMs] = useState<number>(CANDLE_INTERVALS[0].ms);
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const optionsScroll = useListScroll();
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const equitiesScroll = useListScroll();
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const flowScroll = useListScroll();
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|
@ -1635,6 +1965,7 @@ export default function HomePage() {
|
|||
}, [filterInput]);
|
||||
|
||||
const tickerSet = useMemo(() => new Set(activeTickers), [activeTickers]);
|
||||
const chartTicker = useMemo(() => activeTickers[0] ?? "SPY", [activeTickers]);
|
||||
|
||||
const nbboMap = useMemo(() => {
|
||||
const map = new Map<string, OptionNBBO>();
|
||||
|
|
@ -1921,6 +2252,37 @@ export default function HomePage() {
|
|||
</div>
|
||||
|
||||
<div className="cards">
|
||||
<section className="card card-chart">
|
||||
<div className="card-header">
|
||||
<div>
|
||||
<h2>Equity Chart</h2>
|
||||
<p className="card-subtitle">
|
||||
Server-built {formatIntervalLabel(chartIntervalMs)} candles for {chartTicker}.
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
<div className="chart-controls">
|
||||
<div className="chart-intervals">
|
||||
{CANDLE_INTERVALS.map((interval) => (
|
||||
<button
|
||||
key={interval.ms}
|
||||
className={`interval-button${interval.ms === chartIntervalMs ? " active" : ""}`}
|
||||
type="button"
|
||||
onClick={() => setChartIntervalMs(interval.ms)}
|
||||
>
|
||||
{interval.label}
|
||||
</button>
|
||||
))}
|
||||
</div>
|
||||
{activeTickers.length > 1 ? (
|
||||
<span className="chart-hint">Charting first of {activeTickers.length} tickers</span>
|
||||
) : (
|
||||
<span className="chart-hint">Charting {chartTicker}</span>
|
||||
)}
|
||||
</div>
|
||||
<CandleChart ticker={chartTicker} intervalMs={chartIntervalMs} mode={mode} />
|
||||
</section>
|
||||
|
||||
<section className="card card-options">
|
||||
<div className="card-header">
|
||||
<div>
|
||||
|
|
|
|||
|
|
@ -9,6 +9,7 @@
|
|||
},
|
||||
"dependencies": {
|
||||
"@islandflow/types": "workspace:*",
|
||||
"lightweight-charts": "^4.2.0",
|
||||
"next": "^14.2.4",
|
||||
"react": "^18.3.1",
|
||||
"react-dom": "^18.3.1"
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue