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justinpolygonjustinpolygon
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Updated stocks-ws_extra.py example (#505)
* Updated stocks-ws_extra.py example * Added example output to stocks-ws_extra.py
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‎examples/websocket/stocks-ws_extra.py‎

Lines changed: 131 additions & 46 deletions
Original file line numberDiff line numberDiff line change
@@ -16,6 +16,65 @@
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# program then prints the map, which gives a readout of the top stocks
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# traded in the past 5 seconds.
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# Here's what the output looks like after running it for a couple hours:
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"""
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--- Past 5 seconds ---
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Tickers seen (5s): 1697
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Trades seen (5s): 12335
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Cash traded (5s): 88,849,414.33
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--- Running Totals ---
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Total Tickers seen: 13848
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Total Trades seen: 22775838
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Total Cash traded: 178,499,702,488.96
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----------------------------------------------------------------------------------------------------
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Ticker Trades (5s) Cash (5s) Total Trades Total Cash
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NVDA 445 6,933,283.61 632550 18,291,747,596.36
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TSLA 279 8,144,556.76 639585 11,319,594,268.07
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NVDL 277 3,748,806.85 10451 99,902,192.88
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TELL 171 78,424.03 6154 3,710,200.38
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AFRM 163 968,984.99 224338 745,895,134.93
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AAPL 134 2,359,278.02 304572 2,932,389,741.58
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QQQ 132 5,788,859.71 246679 11,003,577,730.48
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NVDS 130 598,047.04 7846 48,854,967.44
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SOXL 127 786,026.38 189184 719,639,349.26
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AMD 116 1,549,180.08 304704 3,713,351,432.39
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SPY 113 6,628,554.14 278926 15,435,607,506.98
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MSFT 109 1,600,861.75 148047 2,396,824,971.18
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SQQQ 88 1,006,330.83 173406 2,065,760,858.90
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TQQQ 83 717,574.40 296021 2,580,097,288.27
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PLUG 82 106,542.65 31921 53,825,007.27
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ITB 75 455,902.33 23369 185,892,273.60
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AVGO 71 1,955,826.79 31586 633,629,812.65
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STX 71 273,681.77 8420 34,141,139.17
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XPEV 68 234,765.41 41284 127,781,104.54
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OIH 55 662.12 2964 65,848,514.45
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XEL 54 197,642.42 18524 103,054,857.37
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XLU 53 850,017.20 35963 291,891,266.17
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ARRY 52 164,056.54 11354 23,001,537.49
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META 52 1,457,535.82 150793 2,717,344,906.63
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PLTR 52 147,743.93 86456 396,851,801.06
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Current Time: 2023-08-25 08:27:14.602075 | App Uptime: 04:49:40 | Time taken: 0.003417 seconds
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"""
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app_start_time = time.time()
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string_map: Dict[str, int] = {}
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cash_map_5s: Dict[str, float] = {}
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cash_traded = float(0)
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# totals
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total_tickers_seen = 0
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total_trades_seen = 0
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total_cash_traded = 0.0
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# These dictionaries will keep track of the running total of trades and cash per ticker.
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total_string_map: Dict[str, int] = {}
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total_cash_map: Dict[str, float] = {}
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def run_websocket_client():
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# client = WebSocketClient("XXXXXX") # hardcoded api_key is used
@@ -24,70 +83,96 @@ def run_websocket_client():
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client.run(handle_msg)
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string_map: Dict[str, int]
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string_map = {} #
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cash_traded = float(0)
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def handle_msg(msgs: List[WebSocketMessage]):
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global cash_traded
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global total_tickers_seen, total_trades_seen, total_cash_traded
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for m in msgs:
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# print(m)
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if type(m) == EquityTrade:
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# verify this is a string
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if isinstance(m, EquityTrade):
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# Update total trades and cash for the past 5 seconds
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if isinstance(m.symbol, str):
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if m.symbol in string_map:
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string_map[m.symbol] += 1
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else:
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string_map[m.symbol] = 1
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string_map[m.symbol] = string_map.get(m.symbol, 0) + 1
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total_string_map[m.symbol] = total_string_map.get(m.symbol, 0) + 1
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# verify these are float
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# Update cash traded
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if isinstance(m.price, float) and isinstance(m.size, int):
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global cash_traded
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cash_traded += m.price * m.size
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# print(cash_traded)
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cash_value = m.price * m.size
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cash_traded += cash_value
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total_cash_map[m.symbol] = ( # type: ignore
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total_cash_map.get(m.symbol, 0) + cash_value # type: ignore
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)
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# Update cash for the past 5 seconds
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cash_map_5s[m.symbol] = ( # type: ignore
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cash_map_5s.get(m.symbol, 0) + cash_value # type: ignore
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) # Okay!
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# Update totals
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total_tickers_seen = len(total_string_map)
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total_trades_seen += 1
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total_cash_traded += cash_value
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def top_function():
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# start timer
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start_time = time.time()
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global cash_traded
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sorted_string_map = sorted(string_map.items(), key=lambda x: x[1], reverse=True)
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print("\033c", end="") # ANSI escape sequence to clear the screen
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for index, item in sorted_string_map[:25]:
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print("{:<15}{:<15}".format(index, item))
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# end timer
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# Only sort the string_map once
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sorted_trades_5s = sorted(string_map.items(), key=lambda x: x[1], reverse=True)
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# Clear screen
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print("\033c", end="")
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# Print 5-second snapshot
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print("\n --- Past 5 seconds ---")
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print(f" Tickers seen (5s): {len(string_map)}")
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print(f" Trades seen (5s): {sum(string_map.values())}")
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print(f" Cash traded (5s): {cash_traded:,.2f}")
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print("\n --- Running Totals ---")
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print(f" Total Tickers seen: {total_tickers_seen}")
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print(f" Total Trades seen: {total_trades_seen}")
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print(f" Total Cash traded: {total_cash_traded:,.2f}")
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# Separator
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print("\n" + "-" * 100 + "\n")
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# Print table header
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print(
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"{:<15}{:<20}{:<20}{:<20}{:<20}".format(
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"Ticker", "Trades (5s)", "Cash (5s)", "Total Trades", "Total Cash"
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)
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)
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# Print table content
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for ticker, trades in sorted(string_map.items(), key=lambda x: x[1], reverse=True)[
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:25
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]:
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cash_5s = cash_map_5s.get(ticker, 0)
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total_trades = total_string_map[ticker]
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total_cash = total_cash_map.get(ticker, 0.0)
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print(
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"{:<15}{:<20}{:<20,.2f}{:<20}{:<20,.2f}".format(
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ticker, trades, cash_5s, total_trades, total_cash
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)
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)
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# Print times
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end_time = time.time()
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# print stats
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print()
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# current time
68161
current_time = datetime.now()
69-
print(f"Time: {current_time}")
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# how many tickers seen
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ticker_count = len(sorted_string_map)
73-
print(f"Tickers seen: {ticker_count}")
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# how many trades seen
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trade_count = 0
77-
for index, item in sorted_string_map:
78-
trade_count += item
79-
print(f"Trades seen: {trade_count}")
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81-
# cash traded
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global cash_traded
83-
formatted_number = "{:,.2f}".format(cash_traded)
84-
print("Roughly " + formatted_number + " cash changed hands")
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# Print elapsed the since we started
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elapsed_time = time.time() - app_start_time
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hours, rem = divmod(elapsed_time, 3600)
166+
minutes, seconds = divmod(rem, 60)
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86-
# performance?
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print(f"Time taken: {end_time - start_time:.6f} seconds")
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# Print the time and quick stats
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print(
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f"\nCurrent Time: {current_time} | App Uptime: {int(hours):02}:{int(minutes):02}:{int(seconds):02} | Time taken: {end_time - start_time:.6f} seconds"
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)
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# clear map and cash for next loop
90174
string_map.clear()
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cash_map_5s.clear()
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cash_traded = 0
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