FEATURE: [dashboard] Terminal UI for Order Flow Visualization

go.mod

@@ -21,6 +21,7 @@ require (
 	github.com/gertd/go-pluralize v0.2.1
 	github.com/gin-contrib/cors v1.7.2
 	github.com/gin-gonic/gin v1.10.0
+	github.com/gizak/termui/v3 v3.1.0
 	github.com/go-redis/redis/v8 v8.11.5
 	github.com/go-sql-driver/mysql v1.10.0
 	github.com/gofrs/flock v0.8.1
@@ -117,10 +118,12 @@ require (
 	github.com/mattn/go-isatty v0.0.20 // indirect
 	github.com/mattn/go-runewidth v0.0.24 // indirect
 	github.com/mgutz/ansi v0.0.0-20200706080929-d51e80ef957d // indirect
+	github.com/mitchellh/go-wordwrap v0.0.0-20150314170334-ad45545899c7 // indirect
 	github.com/mitchellh/mapstructure v1.5.0 // indirect
 	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
 	github.com/modern-go/reflect2 v1.0.2 // indirect
 	github.com/munnerz/goautoneg v0.0.0-20191010083416-a7dc8b61c822 // indirect
+	github.com/nsf/termbox-go v0.0.0-20190121233118-02980233997d // indirect
 	github.com/pelletier/go-toml/v2 v2.2.3 // indirect
 	github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 // indirect
 	github.com/prometheus/common v0.55.0 // indirect

go.sum

@@ -143,6 +143,8 @@ github.com/gin-contrib/sse v0.1.0 h1:Y/yl/+YNO8GZSjAhjMsSuLt29uWRFHdHYUb5lYOV9qE
 github.com/gin-contrib/sse v0.1.0/go.mod h1:RHrZQHXnP2xjPF+u1gW/2HnVO7nvIa9PG3Gm+fLHvGI=
 github.com/gin-gonic/gin v1.10.0 h1:nTuyha1TYqgedzytsKYqna+DfLos46nTv2ygFy86HFU=
 github.com/gin-gonic/gin v1.10.0/go.mod h1:4PMNQiOhvDRa013RKVbsiNwoyezlm2rm0uX/T7kzp5Y=
+github.com/gizak/termui/v3 v3.1.0 h1:ZZmVDgwHl7gR7elfKf1xc4IudXZ5qqfDh4wExk4Iajc=
+github.com/gizak/termui/v3 v3.1.0/go.mod h1:bXQEBkJpzxUAKf0+xq9MSWAvWZlE7c+aidmyFlkYTrY=
 github.com/go-gl/glfw v0.0.0-20190409004039-e6da0acd62b1/go.mod h1:vR7hzQXu2zJy9AVAgeJqvqgH9Q5CA+iKCZ2gyEVpxRU=
 github.com/go-gota/gota v0.10.1/go.mod h1:NZLQccXn0rABmkXjsaugRY6l+UH2dDZSgIgF8E2ipmA=
 github.com/go-kit/kit v0.8.0/go.mod h1:xBxKIO96dXMWWy0MnWVtmwkA9/13aqxPnvrjFYMA2as=
@@ -395,6 +397,7 @@ github.com/mattn/go-isatty v0.0.12/go.mod h1:cbi8OIDigv2wuxKPP5vlRcQ1OAZbq2CE4Ky
 github.com/mattn/go-isatty v0.0.16/go.mod h1:kYGgaQfpe5nmfYZH+SKPsOc2e4SrIfOl2e/yFXSvRLM=
 github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWEY=
 github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
+github.com/mattn/go-runewidth v0.0.2/go.mod h1:LwmH8dsx7+W8Uxz3IHJYH5QSwggIsqBzpuz5H//U1FU=
 github.com/mattn/go-runewidth v0.0.4/go.mod h1:LwmH8dsx7+W8Uxz3IHJYH5QSwggIsqBzpuz5H//U1FU=
 github.com/mattn/go-runewidth v0.0.12/go.mod h1:RAqKPSqVFrSLVXbA8x7dzmKdmGzieGRCM46jaSJTDAk=
 github.com/mattn/go-runewidth v0.0.24 h1:cpokDiIn0MGnhdHwuWnJBITySJ20QyNGnY2kR/ay2DU=
@@ -414,6 +417,8 @@ github.com/mitchellh/cli v1.0.0/go.mod h1:hNIlj7HEI86fIcpObd7a0FcrxTWetlwJDGcceT
 github.com/mitchellh/go-homedir v1.0.0/go.mod h1:SfyaCUpYCn1Vlf4IUYiD9fPX4A5wJrkLzIz1N1q0pr0=
 github.com/mitchellh/go-homedir v1.1.0/go.mod h1:SfyaCUpYCn1Vlf4IUYiD9fPX4A5wJrkLzIz1N1q0pr0=
 github.com/mitchellh/go-testing-interface v1.0.0/go.mod h1:kRemZodwjscx+RGhAo8eIhFbs2+BFgRtFPeD/KE+zxI=
+github.com/mitchellh/go-wordwrap v0.0.0-20150314170334-ad45545899c7 h1:DpOJ2HYzCv8LZP15IdmG+YdwD2luVPHITV96TkirNBM=
+github.com/mitchellh/go-wordwrap v0.0.0-20150314170334-ad45545899c7/go.mod h1:ZXFpozHsX6DPmq2I0TCekCxypsnAUbP2oI0UX1GXzOo=
 github.com/mitchellh/gox v0.4.0/go.mod h1:Sd9lOJ0+aimLBi73mGofS1ycjY8lL3uZM3JPS42BGNg=
 github.com/mitchellh/iochan v1.0.0/go.mod h1:JwYml1nuB7xOzsp52dPpHFffvOCDupsG0QubkSMEySY=
 github.com/mitchellh/mapstructure v0.0.0-20160808181253-ca63d7c062ee/go.mod h1:FVVH3fgwuzCH5S8UJGiWEs2h04kUh9fWfEaFds41c1Y=
@@ -433,6 +438,8 @@ github.com/muesli/kmeans v0.3.0/go.mod h1:eNyybq0tX9/iBEP6EMU4Y7dpmGK0uEhODdZpnG
 github.com/munnerz/goautoneg v0.0.0-20191010083416-a7dc8b61c822 h1:C3w9PqII01/Oq1c1nUAm88MOHcQC9l5mIlSMApZMrHA=
 github.com/munnerz/goautoneg v0.0.0-20191010083416-a7dc8b61c822/go.mod h1:+n7T8mK8HuQTcFwEeznm/DIxMOiR9yIdICNftLE1DvQ=
 github.com/mwitkow/go-conntrack v0.0.0-20161129095857-cc309e4a2223/go.mod h1:qRWi+5nqEBWmkhHvq77mSJWrCKwh8bxhgT7d/eI7P4U=
+github.com/nsf/termbox-go v0.0.0-20190121233118-02980233997d h1:x3S6kxmy49zXVVyhcnrFqxvNVCBPb2KZ9hV2RBdS840=
+github.com/nsf/termbox-go v0.0.0-20190121233118-02980233997d/go.mod h1:IuKpRQcYE1Tfu+oAQqaLisqDeXgjyyltCfsaoYN18NQ=
 github.com/nxadm/tail v1.4.8 h1:nPr65rt6Y5JFSKQO7qToXr7pePgD6Gwiw05lkbyAQTE=
 github.com/nxadm/tail v1.4.8/go.mod h1:+ncqLTQzXmGhMZNUePPaPqPvBxHAIsmXswZKocGu+AU=
 github.com/oklog/ulid v1.3.1/go.mod h1:CirwcVhetQ6Lv90oh/F+FBtV6XMibvdAFo93nm5qn4U=

pkg/cmd/dashboard.go

@@ -0,0 +1,123 @@
+package cmd
+
+import (
+	"context"
+	"errors"
+	"log"
+	"strings"
+	"time"
+
+	"github.com/c9s/bbgo/pkg/cmd/widget"
+	"github.com/c9s/bbgo/pkg/exchange"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	ui "github.com/gizak/termui/v3"
+	"github.com/spf13/cobra"
+)
+
+func init() {
+	orderFlowCmd.Flags().String("exchange", "", "exchange name")
+	orderFlowCmd.MarkFlagRequired("exchange")
+	orderFlowCmd.Flags().String("symbol", "", "trading pair symbol")
+	orderFlowCmd.MarkFlagRequired("symbol")
+	orderFlowCmd.Flags().Float64("aggregate", 0, "aggregate price unit; 0 disables aggregation")
+	dashboardCmd.AddCommand(orderFlowCmd)
+	RootCmd.AddCommand(dashboardCmd)
+}
+
+var dashboardCmd = &cobra.Command{
+	Use:   "dashboard",
+	Short: "start the dashboard",
+	RunE: func(cmd *cobra.Command, args []string) error {
+		return nil
+	},
+}
+
+var orderFlowCmd = &cobra.Command{
+	Use:   "orderflow",
+	Short: "start the order flow dashboard",
+	RunE: func(cmd *cobra.Command, args []string) error {
+		if err := ui.Init(); err != nil {
+			log.Fatalf("failed to initialize termui: %v", err)
+		}
+		defer ui.Close()
+
+		exName, err := cmd.Flags().GetString("exchange")
+		if err != nil {
+			return err
+		}
+
+		symbol, err := cmd.Flags().GetString("symbol")
+		if err != nil {
+			return err
+		}
+		if len(exName) == 0 || len(symbol) == 0 {
+			return errors.New("--exchange and --symbol are required")
+		}
+		aggregate, err := cmd.Flags().GetFloat64("aggregate")
+		if err != nil {
+			return err
+		}
+		aggregateUnit := fixedpoint.NewFromFloat(aggregate)
+
+		// create a new public trade stream
+		exMin, err := exchange.NewWithEnvVarPrefix(types.ExchangeName(exName), strings.ToUpper(exName))
+		ex, ok := exMin.(types.Exchange)
+		if !ok {
+			return errors.New("exchange does not implement types.Exchange")
+		}
+		stream := ex.NewStream()
+		stream.Subscribe(types.MarketTradeChannel, symbol, types.SubscribeOptions{})
+
+		w := widget.NewOrderFlowWidget()
+		w.Title = " Order Flow Delta (Total Volume Normalization) "
+		stream.OnMarketTrade(types.TradeWith(symbol, func(trade types.Trade) {
+			trade.Price = aggregatePrice(trade.Price, aggregateUnit)
+			w.UpdateTrade(trade)
+		}))
+		stream.SetPublicOnly()
+		// start receiving market trades
+		if err := stream.Connect(context.Background()); err != nil {
+			return err
+		}
+
+		w.BorderStyle = ui.NewStyle(ui.ColorCyan)
+		w.TitleStyle = ui.NewStyle(ui.ColorWhite, ui.ColorClear, ui.ModifierBold)
+
+		termWidth, termHeight := ui.TerminalDimensions()
+		w.SetRect(0, 0, termWidth, termHeight)
+		ui.Render(w)
+
+		// refresh ticker
+		ticker := time.NewTicker(1 * time.Second)
+		defer ticker.Stop()
+
+		uiEvents := ui.PollEvents()
+
+		for {
+			select {
+			case <-ticker.C:
+				ui.Render(w)
+			case e := <-uiEvents:
+				switch e.Type {
+				case ui.KeyboardEvent:
+					if e.ID == "q" || e.ID == "<C-c>" {
+						return nil
+					}
+					w.HandleKeyboardEvent(e)
+				case ui.ResizeEvent:
+					payload := e.Payload.(ui.Resize)
+					w.SetRect(0, 0, payload.Width, payload.Height)
+					ui.Render(w)
+				}
+			}
+		}
+	},
+}
+
+func aggregatePrice(price, aggregateUnit fixedpoint.Value) fixedpoint.Value {
+	if aggregateUnit.Sign() <= 0 {
+		return price
+	}
+	return price.Div(aggregateUnit).Floor().Mul(aggregateUnit)
+}

pkg/cmd/dashboard_test.go

@@ -0,0 +1,70 @@
+package cmd
+
+import (
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	testifyassert "github.com/stretchr/testify/assert"
+)
+
+func TestAggregatePrice(t *testing.T) {
+	price := fixedpoint.MustNewFromString("63773.91")
+
+	tests := []struct {
+		name string
+		unit fixedpoint.Value
+		want fixedpoint.Value
+	}{
+		{
+			name: "zero disables aggregation",
+			unit: fixedpoint.Zero,
+			want: fixedpoint.MustNewFromString("63773.91"),
+		},
+		{
+			name: "negative disables aggregation",
+			unit: fixedpoint.MustNewFromString("-1"),
+			want: fixedpoint.MustNewFromString("63773.91"),
+		},
+		{
+			name: "one tenth",
+			unit: fixedpoint.MustNewFromString("0.1"),
+			want: fixedpoint.MustNewFromString("63773.9"),
+		},
+		{
+			name: "cent",
+			unit: fixedpoint.MustNewFromString("0.01"),
+			want: fixedpoint.MustNewFromString("63773.91"),
+		},
+		{
+			name: "one",
+			unit: fixedpoint.One,
+			want: fixedpoint.MustNewFromString("63773"),
+		},
+		{
+			name: "five",
+			unit: fixedpoint.NewFromInt(5),
+			want: fixedpoint.MustNewFromString("63770"),
+		},
+		{
+			name: "ten",
+			unit: fixedpoint.NewFromInt(10),
+			want: fixedpoint.MustNewFromString("63770"),
+		},
+		{
+			name: "larger fractional step",
+			unit: fixedpoint.MustNewFromString("2.5"),
+			want: fixedpoint.MustNewFromString("63772.5"),
+		},
+		{
+			name: "sub-unit floors down, not to nearest",
+			unit: fixedpoint.MustNewFromString("0.5"),
+			want: fixedpoint.MustNewFromString("63773.5"),
+		},
+	}
+
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			testifyassert.Equal(t, tt.want, aggregatePrice(price, tt.unit))
+		})
+	}
+}