Add whale activity plotting and alert processing to ChartView
- Introduced a new subplot for whale activity in ChartView (WIP) - Implemented alert queue processing to handle whale alerts. - Updated WhalesWatcher to support alert queue integration.
This commit is contained in:
Simon Moisy
parent
389cd7c919
commit
fcc0342fd8
165
ChartView.py
165
ChartView.py
@ -8,9 +8,11 @@ from matplotlib.dates import date2num
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import threading
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import tkinter as tk
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from tkinter import ttk
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import queue
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from datetime import datetime
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class ChartView:
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def __init__(self, exchange_ids, symbol='BTC/USDT', timeframe='1m', limit=100):
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def __init__(self, exchange_ids, symbol='BTC/USDT', timeframe='1m', limit=100, alert_queue=None):
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self.exchange_ids = exchange_ids
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self.symbol = symbol
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self.timeframe = timeframe
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@ -19,10 +21,16 @@ class ChartView:
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self.fig = None
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self.ax1 = None
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self.ax2 = None
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self.ax_whales = None # New axis for whale activity
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self.animation = None
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self.current_exchange_id = exchange_ids[0]
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self.root = None
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self.canvas = None
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self.alert_queue = alert_queue
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self.whale_markers = []
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# Maintain a dict of whale alerts by exchange
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self.whale_alerts = {exchange_id: [] for exchange_id in exchange_ids}
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# Create exchanges dictionary to avoid reconnecting each time
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self.exchanges = {}
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@ -69,7 +77,12 @@ class ChartView:
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if df is not None:
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self.ax1.clear()
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self.ax2.clear()
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self.ax_whales.clear()
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# Process any pending whale alerts from the queue
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self.process_whale_queue()
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# Plot the chart
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mpf.plot(df, type='candle', ax=self.ax1, volume=self.ax2,
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style='yahoo', xrotation=0, ylabel='Price',
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ylabel_lower='Volume', show_nontrading=False)
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@ -77,9 +90,149 @@ class ChartView:
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latest_price = df['close'].iloc[-1]
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self.ax1.set_title(f'{self.symbol} on {self.current_exchange_id} - Last: ${latest_price:.2f}')
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# Plot whale activity on the dedicated subplot
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self.plot_whale_activity(df)
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# Refresh the canvas
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self.canvas.draw()
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def process_whale_queue(self):
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"""Process any new whale alerts from the queue"""
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if self.alert_queue is None:
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return
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# Process all available alerts
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while not self.alert_queue.empty():
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try:
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alert = self.alert_queue.get_nowait()
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exchange_id = alert['exchange']
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# Add timestamp if not present
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if 'timestamp' not in alert:
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alert['timestamp'] = datetime.now().isoformat()
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# Store the alert with the appropriate exchange
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if exchange_id in self.whale_alerts:
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self.whale_alerts[exchange_id].append(alert)
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print(f"New whale alert for {exchange_id}: {alert['type']} ${alert['value_usd']:,.2f}")
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self.alert_queue.task_done()
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except queue.Empty:
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break
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except Exception as e:
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print(f"Error processing whale alert from queue: {str(e)}")
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if self.alert_queue is not None:
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self.alert_queue.task_done()
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def plot_whale_activity(self, df):
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"""Plot whale activity on the dedicated whale subplot"""
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if self.current_exchange_id not in self.whale_alerts:
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self.ax_whales.set_ylabel('Whale Activity')
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return
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# Get the whale alerts for current exchange
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exchange_alerts = self.whale_alerts[self.current_exchange_id]
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if not exchange_alerts:
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self.ax_whales.set_ylabel('Whale Activity')
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return
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try:
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# Create a dataframe from the whale alerts
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alerts_df = pd.DataFrame(exchange_alerts)
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# Handle the timestamp conversion carefully
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alerts_df['timestamp'] = pd.to_datetime(alerts_df['timestamp'])
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# Check if the dataframe timestamps have timezone info
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has_tz = False
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if not alerts_df.empty:
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has_tz = alerts_df['timestamp'].iloc[0].tzinfo is not None
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# Get the start and end time of the current chart
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start_time = df.index[0]
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end_time = df.index[-1]
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# Convert all timestamps to naive (remove timezone info) for comparison
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# First create a copy of the timestamp column
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alerts_df['plot_timestamp'] = alerts_df['timestamp']
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# If timestamps have timezone, convert them to naive by replacing with their UTC equivalent
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if has_tz:
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alerts_df['plot_timestamp'] = alerts_df['timestamp'].dt.tz_localize(None)
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else:
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# If timestamps are naive, assume they're in local time and adjust by GMT+8 offset
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alerts_df['plot_timestamp'] = alerts_df['timestamp'] - pd.Timedelta(hours=8)
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# Filter to only include alerts in the visible time range
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visible_alerts = alerts_df[
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(alerts_df['plot_timestamp'] >= start_time) &
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(alerts_df['plot_timestamp'] <= end_time)
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]
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if visible_alerts.empty:
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self.ax_whales.set_ylabel('Whale Activity')
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return
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# Create two separate series for buy and sell orders
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buy_orders = visible_alerts[visible_alerts['type'] == 'bid'].copy()
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sell_orders = visible_alerts[visible_alerts['type'] == 'ask'].copy()
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# Draw the buy orders as green bars going up
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if not buy_orders.empty:
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buy_values = buy_orders['value_usd'] / 1_000_000 # Convert to millions
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self.ax_whales.bar(buy_orders['plot_timestamp'], buy_values,
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color='green', alpha=0.6, width=pd.Timedelta(minutes=1))
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# Draw the sell orders as red bars going down
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if not sell_orders.empty:
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sell_values = -1 * sell_orders['value_usd'] / 1_000_000 # Convert to millions and make negative
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self.ax_whales.bar(sell_orders['plot_timestamp'], sell_values,
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color='red', alpha=0.6, width=pd.Timedelta(minutes=1))
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# Format the whale activity subplot
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self.ax_whales.set_ylabel('Whale Activity ($M)')
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# Add zero line
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self.ax_whales.axhline(y=0, color='black', linestyle='-', alpha=0.3)
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# Set y-axis limits with some padding
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all_values = visible_alerts['value_usd'] / 1_000_000
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if len(all_values) > 0:
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max_val = all_values.max() * 1.1
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self.ax_whales.set_ylim(-max_val, max_val)
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# Align the x-axis with the price chart
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self.ax_whales.sharex(self.ax1)
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# Add text labels for significant whale activity
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for idx, row in visible_alerts.iterrows():
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value_millions = row['value_usd'] / 1_000_000
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sign = 1 if row['type'] == 'bid' else -1
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position = sign * value_millions
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if abs(value_millions) > max(all_values) * 0.3: # Only label significant activity
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self.ax_whales.text(
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row['plot_timestamp'], position * 1.05,
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f"${abs(value_millions):.1f}M",
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ha='center', va='bottom' if sign > 0 else 'top',
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fontsize=8, color='green' if sign > 0 else 'red'
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)
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except Exception as e:
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print(f"Error plotting whale activity: {str(e)}")
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import traceback
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traceback.print_exc()
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self.ax_whales.set_ylabel('Whale Activity - Error plotting data')
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def parse_timeframe_to_minutes(self, timeframe):
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"""Convert timeframe string to minutes"""
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if timeframe.endswith('m'):
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return int(timeframe[:-1])
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elif timeframe.endswith('h'):
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return int(timeframe[:-1]) * 60
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elif timeframe.endswith('d'):
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return int(timeframe[:-1]) * 1440
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return 1 # default to 1 minute
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def on_exchange_change(self, event=None):
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selected_exchange = self.exchange_var.get()
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if selected_exchange != self.current_exchange_id:
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@ -102,10 +255,14 @@ class ChartView:
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exchange_dropdown.pack(side=tk.LEFT, padx=(0, 10))
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exchange_dropdown.bind("<<ComboboxSelected>>", self.on_exchange_change)
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# Create the figure
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# Create the figure with three subplots
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self.fig = plt.Figure(figsize=(12, 8), dpi=100)
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self.ax1 = self.fig.add_subplot(6, 1, (1, 4))
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self.ax2 = self.fig.add_subplot(6, 1, (5, 6), sharex=self.ax1)
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# Adjust the subplot grid to add whale activity panel
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# Price chart (60%), Volume (20%), Whale Activity (20%)
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self.ax1 = self.fig.add_subplot(5, 1, (1, 3)) # Price chart - 3/5 of the space
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self.ax2 = self.fig.add_subplot(5, 1, 4, sharex=self.ax1) # Volume - 1/5 of the space
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self.ax_whales = self.fig.add_subplot(5, 1, 5, sharex=self.ax1) # Whale activity - 1/5 of the space
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# Create the canvas to display the figure
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self.canvas = FigureCanvasTkAgg(self.fig, master=self.root)
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@ -1,6 +1,6 @@
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import pandas as pd
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import time
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from datetime import datetime
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from datetime import datetime, timezone
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import logging
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import ccxt
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from sqlalchemy import create_engine, Column, Integer, String, Float, DateTime
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@ -21,12 +21,12 @@ class Alert(Base):
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timestamp = Column(DateTime)
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class WhalesWatcher:
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def __init__(self):
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def __init__(self, alert_queue=None):
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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filename='logs/whales_watcher.log',
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filemode='a' # Append mode
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filemode='a'
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)
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console_handler = logging.StreamHandler()
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@ -38,10 +38,11 @@ class WhalesWatcher:
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self.exchanges = {}
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self.symbol = 'BTC/USDT'
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self.threshold = 1000000
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self.threshold = 100000
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self.check_interval = 5
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self.large_orders = []
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self.is_running = False
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self.alert_queue = alert_queue
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self.logger.info("WhalesWatcher initialized with symbol: %s and threshold: $%d", self.symbol, self.threshold)
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@ -88,6 +89,9 @@ class WhalesWatcher:
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whale_orders = []
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# Get current time in UTC
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current_time_utc = datetime.now().astimezone().astimezone(timezone.utc)
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for bid in order_book['bids']:
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if (len(bid) == 3):
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price, amount, timestamp = bid
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@ -100,7 +104,7 @@ class WhalesWatcher:
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'price': price,
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'amount': amount,
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'value_usd': value,
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'timestamp': datetime.now().isoformat()
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'timestamp': current_time_utc.isoformat()
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})
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for ask in order_book['asks']:
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@ -115,7 +119,7 @@ class WhalesWatcher:
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'price': price,
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'amount': amount,
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'value_usd': value,
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'timestamp': datetime.now().isoformat()
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'timestamp': current_time_utc.isoformat()
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})
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return whale_orders
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@ -154,7 +158,7 @@ class WhalesWatcher:
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self.logger.info(f"Saved whale activity data to {filename}")
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def log_alert(self, order):
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"""Log the alert to the database."""
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"""Log the alert to the database and alert queue."""
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session = self.Session()
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alert = Alert(
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exchange=order['exchange'],
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@ -167,6 +171,10 @@ class WhalesWatcher:
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session.add(alert)
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session.commit()
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session.close()
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# Add to queue if available
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if self.alert_queue is not None:
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self.alert_queue.put(order)
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def run(self):
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"""Run the whale watcher continuously."""
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@ -1,23 +1,27 @@
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from WhalesWatcher import WhalesWatcher
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from ChartView import ChartView
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import threading
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import queue
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def start_whales_watcher():
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whales_watcher = WhalesWatcher()
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def start_whales_watcher(alert_queue):
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whales_watcher = WhalesWatcher(alert_queue)
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whales_watcher.run()
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if __name__ == "__main__":
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# Create a queue for passing whale alerts between threads
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whale_alert_queue = queue.Queue()
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# Start WhalesWatcher in a separate thread
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# watcher_thread = threading.Thread(target=start_whales_watcher)
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# watcher_thread.daemon = True
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watcher_thread = threading.Thread(target=start_whales_watcher, args=(whale_alert_queue,))
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watcher_thread.daemon = True
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# Start the watcher thread
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# watcher_thread.start()
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watcher_thread.start()
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# Define exchanges for the chart
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exchange_ids = ['binance', 'kraken', 'coinbase'] # Add more exchanges as needed
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exchange_ids = ['binance', 'kraken', 'coinbase', 'bitfinex', 'huobi', 'kucoin', 'bybit', 'okx', 'gateio', 'mexc']
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# Start the chart viewer
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chart_view = ChartView(exchange_ids)
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# Start the chart viewer with alert queue
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chart_view = ChartView(exchange_ids, alert_queue=whale_alert_queue)
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# Run the GUI (this will block until the window is closed)
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chart_view.start_gui()
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