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Updated stocks-ws_extra.py example #505

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Aug 25, 2023
Merged

Updated stocks-ws_extra.py example #505

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710e2a5
Updated stocks-ws_extra.py example
justinpolygon Aug 25, 2023
97bf61c
Added example output to stocks-ws_extra.py
justinpolygon Aug 25, 2023
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177 changes: 131 additions & 46 deletions examples/websocket/stocks-ws_extra.py
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,65 @@
# program then prints the map, which gives a readout of the top stocks
# traded in the past 5 seconds.

# Here's what the output looks like after running it for a couple hours:

"""
--- Past 5 seconds ---
Tickers seen (5s): 1697
Trades seen (5s): 12335
Cash traded (5s): 88,849,414.33

--- Running Totals ---
Total Tickers seen: 13848
Total Trades seen: 22775838
Total Cash traded: 178,499,702,488.96

----------------------------------------------------------------------------------------------------

Ticker Trades (5s) Cash (5s) Total Trades Total Cash
NVDA 445 6,933,283.61 632550 18,291,747,596.36
TSLA 279 8,144,556.76 639585 11,319,594,268.07
NVDL 277 3,748,806.85 10451 99,902,192.88
TELL 171 78,424.03 6154 3,710,200.38
AFRM 163 968,984.99 224338 745,895,134.93
AAPL 134 2,359,278.02 304572 2,932,389,741.58
QQQ 132 5,788,859.71 246679 11,003,577,730.48
NVDS 130 598,047.04 7846 48,854,967.44
SOXL 127 786,026.38 189184 719,639,349.26
AMD 116 1,549,180.08 304704 3,713,351,432.39
SPY 113 6,628,554.14 278926 15,435,607,506.98
MSFT 109 1,600,861.75 148047 2,396,824,971.18
SQQQ 88 1,006,330.83 173406 2,065,760,858.90
TQQQ 83 717,574.40 296021 2,580,097,288.27
PLUG 82 106,542.65 31921 53,825,007.27
ITB 75 455,902.33 23369 185,892,273.60
AVGO 71 1,955,826.79 31586 633,629,812.65
STX 71 273,681.77 8420 34,141,139.17
XPEV 68 234,765.41 41284 127,781,104.54
OIH 55 662.12 2964 65,848,514.45
XEL 54 197,642.42 18524 103,054,857.37
XLU 53 850,017.20 35963 291,891,266.17
ARRY 52 164,056.54 11354 23,001,537.49
META 52 1,457,535.82 150793 2,717,344,906.63
PLTR 52 147,743.93 86456 396,851,801.06

Current Time: 2023-08-25 08:27:14.602075 | App Uptime: 04:49:40 | Time taken: 0.003417 seconds
"""

app_start_time = time.time()
string_map: Dict[str, int] = {}
cash_map_5s: Dict[str, float] = {}
cash_traded = float(0)

# totals
total_tickers_seen = 0
total_trades_seen = 0
total_cash_traded = 0.0

# These dictionaries will keep track of the running total of trades and cash per ticker.
total_string_map: Dict[str, int] = {}
total_cash_map: Dict[str, float] = {}


def run_websocket_client():
# client = WebSocketClient("XXXXXX") # hardcoded api_key is used
Expand All @@ -24,70 +83,96 @@ def run_websocket_client():
client.run(handle_msg)


string_map: Dict[str, int]
string_map = {} #
cash_traded = float(0)


def handle_msg(msgs: List[WebSocketMessage]):
global cash_traded
global total_tickers_seen, total_trades_seen, total_cash_traded
for m in msgs:
# print(m)

if type(m) == EquityTrade:
# verify this is a string
if isinstance(m, EquityTrade):
# Update total trades and cash for the past 5 seconds
if isinstance(m.symbol, str):
if m.symbol in string_map:
string_map[m.symbol] += 1
else:
string_map[m.symbol] = 1
string_map[m.symbol] = string_map.get(m.symbol, 0) + 1
total_string_map[m.symbol] = total_string_map.get(m.symbol, 0) + 1

# verify these are float
# Update cash traded
if isinstance(m.price, float) and isinstance(m.size, int):
global cash_traded
cash_traded += m.price * m.size
# print(cash_traded)
cash_value = m.price * m.size
cash_traded += cash_value
total_cash_map[m.symbol] = ( # type: ignore
total_cash_map.get(m.symbol, 0) + cash_value # type: ignore
)

# Update cash for the past 5 seconds
cash_map_5s[m.symbol] = ( # type: ignore
cash_map_5s.get(m.symbol, 0) + cash_value # type: ignore
) # Okay!

# Update totals
total_tickers_seen = len(total_string_map)
total_trades_seen += 1
total_cash_traded += cash_value


def top_function():
# start timer
start_time = time.time()
global cash_traded

sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True)
print("\033c", end="") # ANSI escape sequence to clear the screen

for index, item in sorted_string_map[:25]:
print("{:<15}{:<15}".format(index, item))

# end timer
# Only sort the string_map once
sorted_trades_5s = sorted(string_map.items(), key=lambda x: x[1], reverse=True)

# Clear screen
print("\033c", end="")

# Print 5-second snapshot
print("\n --- Past 5 seconds ---")
print(f" Tickers seen (5s): {len(string_map)}")
print(f" Trades seen (5s): {sum(string_map.values())}")
print(f" Cash traded (5s): {cash_traded:,.2f}")
print("\n --- Running Totals ---")
print(f" Total Tickers seen: {total_tickers_seen}")
print(f" Total Trades seen: {total_trades_seen}")
print(f" Total Cash traded: {total_cash_traded:,.2f}")

# Separator
print("\n" + "-" * 100 + "\n")

# Print table header
print(
"{:<15}{:<20}{:<20}{:<20}{:<20}".format(
"Ticker", "Trades (5s)", "Cash (5s)", "Total Trades", "Total Cash"
)
)

# Print table content
for ticker, trades in sorted(string_map.items(), key=lambda x: x[1], reverse=True)[
:25
]:
cash_5s = cash_map_5s.get(ticker, 0)
total_trades = total_string_map[ticker]
total_cash = total_cash_map.get(ticker, 0.0)
print(
"{:<15}{:<20}{:<20,.2f}{:<20}{:<20,.2f}".format(
ticker, trades, cash_5s, total_trades, total_cash
)
)

# Print times
end_time = time.time()

# print stats
print()

# current time
current_time = datetime.now()
print(f"Time: {current_time}")

# how many tickers seen
ticker_count = len(sorted_string_map)
print(f"Tickers seen: {ticker_count}")

# how many trades seen
trade_count = 0
for index, item in sorted_string_map:
trade_count += item
print(f"Trades seen: {trade_count}")

# cash traded
global cash_traded
formatted_number = "{:,.2f}".format(cash_traded)
print("Roughly " + formatted_number + " cash changed hands")
# Print elapsed the since we started
elapsed_time = time.time() - app_start_time
hours, rem = divmod(elapsed_time, 3600)
minutes, seconds = divmod(rem, 60)

# performance?
print(f"Time taken: {end_time - start_time:.6f} seconds")
# Print the time and quick stats
print(
f"\nCurrent Time: {current_time} | App Uptime: {int(hours):02}:{int(minutes):02}:{int(seconds):02} | Time taken: {end_time - start_time:.6f} seconds"
)

# clear map and cash for next loop
string_map.clear()
cash_map_5s.clear()
cash_traded = 0


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