Trade ratez

[goodboy]

WIP displaying overlayed "flow rates" on top of our volume fsp subchart 😎

Basically the idea here is to plot measure flow in windowed metric terms to give a view into HFT activity as well as compare rates across instruments/markets.

Currently we're displaying the values provided verbatim by IB ticks 294 & 295 which afaik are also available to be used in their advanced scanner and its API accessible params.

We're currently accessing these ticks via the pre-packing which ib_insync does in their Ticker type.

For reference on what each metrics is onstensibly measuring:

• Top Trade Rate: Contracts with the highest number of trades in the past 60 seconds (regardless of the sizes of those trades). Displays the trades/minute field.
• Top Volume Rate: The top volume rate per minute
• both of these ib provided values appear to only update every 25s from my eye-balling of the curves.

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TODO:

• [x] our own real-time, by bars period version of both of these rates
  • ~[ ] a period: control on the side pane? or can we wait for a next PR for this?~ -> #279
• [x] a $vlm version (though not sure that shows anything more useful?
• [ ] figure out how much more useful trade rates vs. vlm is at detecting HFT activity
• ~[ ] a legend which makes it more clear which curve is which since the vlm subchart is getting a little full now 😂~ -> #279

[goodboy]

So another thing I been meaning to try is to actually show all the ticks for line curves (since we can technically due to the view domain being float) -> so in theory we can actually have step-wise sampling and in each step a psue-do continuum of float data points. We'll just need a rounding algo for which points go on which step 😂

will probably make a follow up issue for this. TL;DR is that basically instead of the "current" step line losing info by it's last value constantly being overwritten - like in OHLC) we can actually draw those value inside the sample step range and then not lose that data graphically or* in the timeseries.

[goodboy]

Gah there's still an annoying thing where the history will be wiped out on history prepend..i guess i'll just put that in a new PR since it'll probably have more to do with refinements that come with #279.