pikers / piker

(e2e) foss trading for non-tinas
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Dark vlm #260

Closed goodboy closed 2 years ago

goodboy commented 2 years ago

WIP plotting "dark" volume trades overlayed with normal feed provided by the ib backend.

The feed for these are the so called unreportable trades as vaguely mentioned in their tick types under id 48: https://interactivebrokers.github.io/tws-api/tick_types.html

Last trade details (Including both "Last" and "Unreportable Last" trades).


ToDo:

goodboy commented 2 years ago

One last thing is we gotta land https://github.com/goodboy/tractor/pull/295 for the new NamespacePath type.

Ping @guilledk

goodboy commented 2 years ago

One last note on this was whether to always show the dark vlm curve even if no feed is available from the data provider. For now it's just getting set to zero and that zero curve is updated on each step; we should probably have some kind of "symbol info" field that determines whether we draw it at all to avoid the unneeded overhead in most cases.