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post-order line draw improvements

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This commit is contained in:
tim
2024-11-04 18:39:09 -04:00
parent cfcba95445
commit 28dd64b1cf
20 changed files with 140 additions and 106 deletions
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1
src/charts/datafeed.js
View File

@@ -240,7 +240,6 @@ function invertTicker(ticker) {
}
export function lookupSymbol(ticker) { // lookup by ticker which is "0xbaseAddress/0xquoteAddress"
// todo tim lookup default base/quote pool
const symbols = getAllSymbols();
if (!(ticker in symbols)) {
// check the inverted symbol

119
src/charts/ordershapes.js
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@@ -1,7 +1,7 @@
import {DISTANT_FUTURE, DISTANT_PAST} from "@/blockchain/orderlib.js";
import {DISTANT_FUTURE, DISTANT_PAST, MAX_FRACTION} from "@/blockchain/orderlib.js";
import {allocationText, DLine, HLine} from "@/charts/shape.js";
import {createShape, deleteShapeId} from "@/charts/chart.js";
import {timestamp} from "@/misc.js";
import {sideColor, timestamp} from "@/misc.js";
import {useChartOrderStore} from "@/orderbuild.js";
export class OrderShapes {
@@ -16,9 +16,10 @@ export class OrderShapes {
for (const old of this.trancheShapes)
old.delete()
this.status = orderStatus
this.trancheShapes = [];
this.trancheShapes = []
const maxAllocation = Math.max(...orderStatus.order.tranches.map((ts)=>ts.fraction)) / MAX_FRACTION
for (let i = 0; i < orderStatus.trancheStatus.length; i++)
this.trancheShapes.push(new TrancheShapes(this.symbol, this.status, i));
this.trancheShapes.push(new TrancheShapes(this.symbol, this.status, i, maxAllocation));
}
show() {for (const t of this.trancheShapes) t.show();}
@@ -28,8 +29,7 @@ export class OrderShapes {
class TrancheShapes {
constructor(symbol, orderStatus, trancheIndex) {
// todo validate base/quote
constructor(symbol, orderStatus, trancheIndex, maxAllocation) {
if (symbol.inverted !== orderStatus.order.inverted) {
console.log('OrderShapes.createLine(): symbol has wrong inverson for this order')
return
@@ -38,14 +38,16 @@ class TrancheShapes {
this.status = orderStatus
this.trancheIndex = trancheIndex
this.tranche = orderStatus.order.tranches[trancheIndex]
this.trancheStatus = orderStatus.trancheStatus[trancheIndex]
this.shapes = []
this.fills = []
this.createShapes();
this.maxAllocation = maxAllocation
this.createShapes()
}
createShapes() {
// todo amounts
const t = this.tranche
// console.log('create tranche shapes', t)
if (t.marketOrder) {
if (t.startTime !== DISTANT_PAST) {
@@ -53,8 +55,10 @@ class TrancheShapes {
}
} else {
// check lines
this.createLine(t.minLine.slope, t.minLine.intercept);
this.createLine(t.maxLine.slope, t.maxLine.intercept);
const amount = this.status.order.amount * BigInt(t.fraction) / BigInt(MAX_FRACTION)
const buy = this.status.order.tokenIn === this.symbol.quote.a
this.createLine(t.minLine.slope, t.minLine.intercept, amount, buy);
this.createLine(t.maxLine.slope, t.maxLine.intercept, amount, !buy);
}
for (const f of this.status.trancheStatus[this.trancheIndex].fills)
this.createFillPoint(f)
@@ -72,67 +76,78 @@ class TrancheShapes {
* 10 ** -(amountIsBase ? this.symbol.base.d : this.symbol.quote.d)
const weight = Number(filledAmount) / Number(this.status.order.amount)
const amountSymbol = amountIsBase ? this.symbol.base.s : this.symbol.quote.s
console.log('fillpoint', buy, filledAmount, this.status.order, this.symbol)
// console.log('fillpoint', buy, filledAmount, this.status.order, this.symbol)
const time = f.time
const out = Number(f.filledOut) / (1-this.status.order.route.fee/1000000)
let price = out / Number(f.filledIn)
if (buy)
price = 1/price
price *= scale
console.log('price', price)
// console.log('price', price)
const channel = buy?'low':'high';
const text = (buy ? 'Buy ' : 'Sell ') + allocationText(weight, amount, amountSymbol, '\n')
const s = createShape(buy?'arrow_up':'arrow_down', {time, price}, {channel,text,lock:true})
console.log('created fill shape at', time, price)
// console.log('created fill shape at', time, price)
this.fills.push(s)
}
createLine(slope, intercept, amount) {
createLine(slope, intercept, amountBigInt, breakout) {
if (intercept === 0 && slope === 0) return
const t = this.tranche
const status = this.status
const symbol = this.symbol
const scale = 10**symbol.decimals;
const buy = status.order.tokenIn === this.symbol.quote.a
amount = Number(amount)
* 10 ** -(buy ? this.symbol.base.d : this.symbol.quote.d)
const decimals = buy ? this.symbol.base.d : this.symbol.quote.d;
amountBigInt = BigInt(amountBigInt)
const amount = Number(amountBigInt) * 10 ** - decimals
const amountSymbol = buy ? this.symbol.base.s : this.symbol.quote.s
const color = buy ? 'green' : 'red'
if (intercept !== 0 || slope !== 0) {
// console.log('tranche line', intercept, slope)
// line active
if (slope === 0) {
let price = intercept
price *= scale
// horizontal line
// console.log('hline', price)
const model = {price, color, maxAllocation: status.order.amount, amount, amountSymbol};
const s = new HLine(model, null, null, null, true)
this.shapes.push(s)
} else {
// diagonal line
let startTime = t.startTime
if (startTime === DISTANT_PAST)
startTime = timestamp() - useChartOrderStore().intervalSecs * 20 // 20 bars ago
let endTime = t.endTime
if (endTime === DISTANT_FUTURE)
endTime = timestamp() // use "now" as the drawing point's time
let startPrice = (intercept + slope * startTime);
let endPrice = (intercept + slope * endTime);
startPrice *= scale
endPrice *= scale
// console.log('dline', startTime, endTime, DISTANT_FUTURE, startPrice, endPrice)
// noinspection EqualityComparisonWithCoercionJS
const model = {
pointA: {time: startTime, price: startPrice},
pointB: {time: endTime, price: endPrice},
extendLeft: t.startTime === DISTANT_PAST,
extendRight: t.endTime === DISTANT_FUTURE,
color,
maxAllocation: status.order.amount, amount, amountSymbol,
};
const s = new DLine(model, null, null, null, true)
this.shapes.push(s)
const color = sideColor(buy)
const maxAllocation = this.maxAllocation
const allocation = t.fraction / MAX_FRACTION
const ts = this.trancheStatus
let sum = 0n
for (let i=0; i<ts.fills.length; i++)
sum += ts.fills[i].filled
const completed = (amountBigInt - sum) < status.order.minFillAmount
const extraText = completed ? '✓' : null
const textLocation = breakout === buy ? 'above' : 'below'
// line active
if (slope === 0) {
let price = intercept
price *= scale
// horizontal line
// console.log('hline', price)
const model = {
price, breakout, color, extraText, textLocation,
allocation, maxAllocation, amount, amountSymbol,
}
const s = new HLine(model, null, null, null, true)
this.shapes.push(s)
} else {
// diagonal line
let startTime = t.startTime
if (startTime === DISTANT_PAST)
startTime = timestamp() - useChartOrderStore().intervalSecs * 20 // 20 bars ago
let endTime = t.endTime
if (endTime === DISTANT_FUTURE)
endTime = timestamp() // use "now" as the drawing point's time
let startPrice = (intercept + slope * startTime);
let endPrice = (intercept + slope * endTime);
startPrice *= scale
endPrice *= scale
// console.log('dline', startTime, endTime, DISTANT_FUTURE, startPrice, endPrice)
// noinspection EqualityComparisonWithCoercionJS
const model = {
pointA: {time: startTime, price: startPrice},
pointB: {time: endTime, price: endPrice},
extendLeft: t.startTime === DISTANT_PAST,
extendRight: t.endTime === DISTANT_FUTURE,
breakout, color, extraText, textLocation,
allocation, maxAllocation, amount, amountSymbol,
}
const s = new DLine(model, null, null, null, true)
this.shapes.push(s)
}
}

28
src/charts/shape.js
View File

@@ -4,7 +4,7 @@ import {invokeCallback, mixin} from "@/common.js";
import {chart, createShape, deleteShapeId, dragging, draggingShapeIds, drawShape, widget} from "@/charts/chart.js";
import Color from "color";
import {dirtyItems, dirtyPoints, nearestOhlcStart} from "@/charts/chart-misc.js";
import {computeInterceptSlope} from "@/misc.js";
import {defined} from "@/misc.js";
//
@@ -40,6 +40,7 @@ export const ShapeType = {
export function allocationText(weight, amount, symbol, separator = ' ') {
// set breakout=true for a buy breakout and breakout=false for a sell breakout
const hasAmount = amount !== null && amount !== undefined && amount > 0
if (hasAmount)
amount = Number(amount)
@@ -109,7 +110,7 @@ export class Shape {
this.model.amount = null
this.model.amountSymbol = null
this.model.extraText = null
this.model.textLocation = 'above'
this.model.textLocation = null // defaults to 'above' if not set
// LEAF SUBCLASSES MUST CALL setModel(model) AFTER ALL CONSTRUCTION.
}
@@ -119,19 +120,21 @@ export class Shape {
//
setModel(model) {
if (model.color)
if (defined(model.color))
this.model.color = model.color
if (model.allocation !== null && model.allocation !== undefined)
if (defined(model.allocation))
this.model.allocation = model.allocation
if (model.maxAllocation !== null && model.maxAllocation !== undefined)
if (defined(model.maxAllocation))
this.model.maxAllocation = model.maxAllocation
if (model.amount !== null && model.amount !== undefined)
if (defined(model.amount))
this.model.amount = model.amount
if (model.amountSymbol)
if (defined(model.amountSymbol))
this.model.amountSymbol = model.amountSymbol
if (model.extraText)
if (defined(model.extraText))
this.model.extraText = model.extraText
if (model.textLocation)
if (defined(model.breakout))
this.model.breakout = model.breakout
if (defined(model.textLocation))
this.model.textLocation = model.textLocation
const newProps = {}
@@ -141,7 +144,7 @@ export class Shape {
newProps.textcolor = color
// line color
if (this.model.allocation && this.model.maxAllocation) {
if (defined(this.model.allocation) && defined(this.model.maxAllocation)) {
const w = this.model.allocation / this.model.maxAllocation
if (!w)
newProps.linecolor = 'rgba(0,0,0,0)'
@@ -158,6 +161,8 @@ export class Shape {
// text label
let text = allocationText(this.model.allocation, this.model.amount, this.model.amountSymbol)
if (this.model.breakout)
text += ' ' + (this.model.textLocation==='above' ? '▲Breakout▲' : '▼Breakout▼')
if (this.model.extraText)
text += ' '+this.model.extraText
if (this.debug) text = `${this.id} ` + text
@@ -199,10 +204,13 @@ export class Shape {
const p = this.type.drawingProp
const lc = this.model.lineColor ? this.model.lineColor : this.model.color;
const tc = this.model.textColor ? this.model.textColor : this.model.color;
const tl = this.model.textLocation ? this.model.textLocation : 'above';
if (lc)
o[p+".linecolor"] = lc
if (tc)
o[p+".textcolor"] = tc
if (tl)
o[p+".textlocation"] = tl
return o
}