General cleanup for visualizer

orderbook-delta-visualizer/.gitignore

@@ -0,0 +1,160 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/#use-with-ide
+.pdm.toml
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/

orderbook-delta-visualizer/README.md

@@ -0,0 +1,31 @@
+# Orderbook Delta Visualizer
+
+A GUI visualizer written in Python using Dash and Plotly.
+
+## Installation
+
+### Install poetry (if you haven't already)
+Follow the installation instructions on the [poetry website](https://python-poetry.org/docs/).
+
+### Install all dependencies
+```shell
+poetry install
+```
+### Run the visualizer
+```shell
+poetry run python orderbook_delta_visualizer.py
+```
+
+This will start a dash server, which you can open in your browser.
+
+## Usage
+
+### To modify strategy
+- The abstract base class `strategy.py/BaseStrategy` defines all strategies
+- Create a new class inheriting from `BaseStrategy` abstract base class
+- Create all required functions as defined in the base class
+- Update the `strategy` attribute of `parameters.py/Parameters` dataclass to point to the new strategy
+
+### To modify parameters
+- All parameters are stored in `parameters.py/Parameters`
+- All parameters can be updated live, the server will restart automatically

orderbook-delta-visualizer/orderbook_delta_visualizer.py

@@ -1,18 +1,20 @@
 import csv
-import dash
 import datetime
+from collections import deque
+from typing import Tuple
+
+import dash
 import plotly.express as px
 import plotly.graph_objects as go
 import plotly.io as pio
-from collections import deque
 from dash import dcc, html
 from dash.dependencies import Output, Input
 from ftx import FtxClient
 from plotly.subplots import make_subplots
-from typing import Tuple
 
-from ftx_websocket_client import FtxWebsocketClient
-from orderbook_delta_strategies import Position, Parameters, BaseStrategy
+from parameters import Parameters
+from src.ftx_websocket_client import FtxWebsocketClient
+from strategy import Position, BaseStrategy
 
 
 def get_bid_ask_and_delta(market: str) -> Tuple[float, float, float, float, float]:

orderbook-delta-visualizer/parameters.py

@@ -0,0 +1,29 @@
+import datetime
+import os
+from dataclasses import dataclass
+from typing import Union
+
+from strategy import BaseStrategy, BollingerBandStrategy
+
+
+@dataclass(frozen=True)
+class Parameters:
+    """ Parameters to use when running visualizer """
+    # Name of spot market to track on FTX e.g. BTC/USD, ETH/USD
+    spot_market: str = "BTC/USD"
+    # Name of futures market to track on FTX e.g. BTC-PERP, ETH-PERP
+    perp_future: str = "BTC-PERP"
+    # Class of strategy to use
+    strategy: BaseStrategy = BollingerBandStrategy(bband_length=20, bband_std=3)
+    # Maximum number of data points visible on the screens
+    max_visible_length: int = 1000
+    # Template for graph theme e.g. plotly_dark, plotly, seaborn
+    template: str = "plotly_dark"
+    # Size of window in pixels
+    window_size: (int, int) = (1400, 850)
+    # Log live data to a csv file, use False to disable
+    logfile: Union[str, bool] = os.path.join(
+        "data",
+        f"{datetime.datetime.utcnow().strftime('%Y-%m-%d_%H-%M-%S')}_orderbook_delta_logger_"
+        f"{'_'.join(spot_market.split('/'))}_{'_'.join(perp_future.split('-'))}.csv"
+    )

orderbook-delta-visualizer/pyproject.toml

@@ -1,7 +1,7 @@
 [tool.poetry]
 name = "orderbook-delta-visualizer"
 version = "0.1.0"
-description = "A GUI visualizer for orderbook-delta-bot"
+description = "A GUI visualizer in Python for orderbook-delta-bot"
 authors = ["dineshpinto <[email protected]>"]
 license = "Apache-v2"
 

orderbook-delta-visualizer/ftx_websocket_client.py → orderbook-delta-visualizer/src/ftx_websocket_client.py

@@ -7,7 +7,7 @@
 from itertools import zip_longest
 from typing import DefaultDict, Deque, List, Dict, Tuple, Optional
 
-from ftx_websocket_manager import WebsocketManager
+from src.ftx_websocket_manager import WebsocketManager
 
 
 class FtxWebsocketClient(WebsocketManager):

orderbook-delta-visualizer/orderbook_delta_strategies.py → orderbook-delta-visualizer/strategy.py

@@ -1,11 +1,9 @@
-import datetime
+from abc import ABC, abstractmethod
+from enum import Enum
+
 import pandas as pd
 import pandas_ta as ta
 import plotly.graph_objects as go
-from abc import ABC, abstractmethod
-from dataclasses import dataclass
-from enum import Enum
-from typing import Union
 
 
 class Position(Enum):
@@ -95,23 +93,3 @@ def plot_strategy(self, timestamps: list, fig: go.Figure) -> go.Figure:
                 col=1
             )
         return fig
-
-
-@dataclass(frozen=True)
-class Parameters:
-    """ Parameters to use when running visualizer """
-    # Name of spot market to track on FTX e.g. BTC/USD, ETH/USD
-    spot_market: str = "BTC/USD"
-    # Name of futures market to track on FTX e.g. BTC-PERP, ETH-PERP
-    perp_future: str = "BTC-PERP"
-    # Class of strategy to use
-    strategy: BaseStrategy = BollingerBandStrategy(bband_length=20, bband_std=3)
-    # Maximum number of data points visible on the screens
-    max_visible_length: int = 1000
-    # Template for graph theme e.g. plotly_dark, plotly, seaborn
-    template: str = "plotly_dark"
-    # Size of window in pixels
-    window_size: (int, int) = (1400, 850)
-    # Log live data to a csv file, use False to disable
-    logfile: Union[str, bool] = f"{datetime.datetime.utcnow().strftime('%Y-%m-%d_%H-%M-%S')}_orderbook_delta_logger_" \
-                                f"{'_'.join(spot_market.split('/'))}_{'_'.join(perp_future.split('-'))}.csv "