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notes_to_self.rst

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Notes to self

chicken scratch we shan't forget, consider this staging for actual feature issues on wtv git wrapper-provider we're using (no we shan't stick with GH long term likely).

cool chart features

  • allow right-click to spawn shell with current in view data passed to the new process via msgpack-numpy.
  • expand OHLC datum to lower time frame.
  • auto-highlight current time range on tick feed

features from IB charting

  • vlm diffing from ticks and compare when bar arrives from historical - should help isolate dark vlm / trades

chart ux ideas

  • hotkey to zoom to order intersection (horizontal line) with previous price levels (+ some margin obvs).
  • L1 "lines" (queue size repr) should normalize to some fixed x width such that when levels with more vlm appear other smaller levels are scaled down giving an immediate indication of the liquidity diff.