Build a Real-time Stock Price Dashboard With Python, QuestDB and Plotly

Why Plotly and Dash are useful for real-time applications If you're working with large amounts of data, efficiently storing raw information will be your first obstacle. The next challenge is to make sense of the data utilizing analytics. One of the fastest ways to convey the state of data is through charts and graphs. In this tutorial, we will create a real-time streaming dashboard using QuestDB, Celery, Redis, Plotly, and Dash. It will be a fun project with excellent charts to quickly understand the state of a system with beautiful data visualizations. Plotly defines itself as "the front end for ML and data science models", which describes it really well. Plotly has an "app framework" called Dash which we can use to create web applications quickly and efficiently. Dash abstracts away the boilerplate needed to set up a web server and several handlers for it. Project overview The project will be built from two main components: a backend that periodically fetches user-defined stock data from , and Finnhub a front-end that utilizes Plotly and Dash to visualize the gathered data on interactive charts For this tutorial, you will need some experience in Python and basic SQL knowledge. We will use Celery backed by Redis as the message broker and QuestDB as storage to periodically fetch data. Let's see the prerequisites and jump right in! Prerequisites Python 3.8 Docker & Docker Compose Finnhub account and sandbox API key Basic SQL skills The source code for this tutorial is available at the corresponding . GitHub repository Environment setup Create a new project First of all, we are going to create empty directories for our project root and the Python module: mkdir -p streaming-dashboard/app # streaming-dashboard # └── app Installing QuestDB & Redis To install the services required for our project, we are using Docker and Docker Compose to avoid polluting our host machine. Within the project root, let's create a file, called docker-compose.yml. This file describes all the necessary requirements the project will use; later on we will extend this file with other services too. # docker-compose.yml version: "3" volumes: questdb_data: {} services: redis: image: "redis:latest" ports: - "6379:6379" questdb: image: "questdb/questdb:latest" volumes: - questdb_data:/root/.questdb/db ports: - "9000:9000" - "8812:8812" Here we go! When you run , QuestDB and Redis will fire up. After starting the services, we can access QuestDB's interactive console on . docker-compose up http://127.0.0.1:9000 Create the database table We could create the database table later, but we will take this opportunity and create the table now since we have already started QuestDB. Connect to QuestDB's interactive console, and run the following SQL statement: CREATE TABLE quotes(stock_symbol SYMBOL CAPACITY 5 CACHE INDEX, -- we are in fact just checking 3 current_price DOUBLE, high_price DOUBLE, low_price DOUBLE, open_price DOUBLE, percent_change DOUBLE, tradets TIMESTAMP, -- timestamp of the trade ts TIMESTAMP) -- time of insert in our table timestamp(ts) PARTITION BY DAY; After executing the command, we will see a success message in the bottom left corner, confirming that the table creation was successful and the table appears on the right-hand side's table list view. Voilà! The table is ready for use. Creating workers using Celery Define Python dependencies As mentioned, our project will have two parts. For now, let's focus on the routine jobs that will fetch the data from Finnhub. As is the case of every standard Python project, we are using requirements.txt to define the dependencies the project will use. Place the requirements.txt in your project root with the content below: finnhub-python==2.4.14 # The official Finnhub Python client pydantic[dotenv]==1.9.2 # We will use Pydantic to create data models celery[redis]==5.2.7 # Celery will be the periodic task executor psycopg[c,pool]==3.1.1 # We are using QuestDB's PostgreSQL connector dash==2.6.1 # Dash is used for building data apps pandas==1.4.3 # Pandas will handle the data frames from QuestDB plotly==5.10.0 # Plotly will help us with beautiful charts We can split the requirements into two logical groups: requirements for fetching the data, and requirements needed to visualize this data For the sake of simplicity, we did not create two separate requirements files, though in a production environment we would do. In order to let the application communicate with QuestDB utilizing the client library, we need to install package on our system. To install it, use your package manager; on Windows, you may need to install PostgreSQL on your system. psycopg libpq-dev Then, create a virtualenv and install the dependencies: $ virtualenv -p python3.8 virtualenv $ source virtualenv/bin/activate $ pip install -r requirements.txt Setting up the DB connection Since the periodic tasks would need to store the fetched quotes, we need to connect to QuestDB. Therefore, we create a new file in the package, called . This file contains the PostgreSQL connection pool engine that will serve as the base for our connections. app db.py # app/db.py from psycopg_pool import ConnectionPool from app.settings import settings pool = ConnectionPool( settings.database_url, min_size=1, max_size=settings.database_pool_size, ) Define the worker settings Before we jump into the implementation, we must configure Celery. To create a configuration used by both the workers and the dashboard, create a file in the package. We will use 's BaseSettings to define the configuration. This helps us to read the settings from a file, environment variable, and prefix them if needed. settings.py app pydantic .env Ensuring that we do not overwrite any other environment variables, we will set the prefix to which stands for "stock market dashboard". Below you can see the settings file: SMD # app/settings.py from typing import List from pydantic import BaseSettings class Settings(BaseSettings): """ Settings of the application, used by workers and dashboard. """ # Celery settings celery_broker: str = "redis://127.0.0.1:6379/0" # Database settings database_url: str = "postgresql://admin:quest@127.0.0.1:8812/qdb" database_pool_size: int = 3 # Finnhub settings api_key: str = "" frequency: int = 5 # default stock data fetch frequency in seconds symbols: List[str] = list() # Dash/Plotly debug: bool = True graph_interval: int = 10 class Config: """ Meta configuration of the settings parser. """ env_file = ".env" # Prefix the environment variable not to mix up with other variables # used by the OS or other software. env_prefix = "SMD_" # SMD stands for Stock Market Dashboard settings = Settings() In the settings, you can notice we already defined the and settings with unusual default values. celery_broker database_url Some bits are missing at the moment. We still have to define the correct settings and run the worker in a Docker container. Get started with the settings! To keep our environment separated, we will use a file. One of based settings' most significant advantage is that it can read environment variables from files. .env pydantic .env Let's create a file in the project root, next to , so your project structure should look like this: .env docker-compose.yml ├── app │ ├── __init__.py │ ├── db.py │ ├── settings.py │ └── worker.py ├── .env ├── docker-compose.yml Add the following content to the file: .env SMD_API_KEY = " " SMD_FREQUENCY = 10 SMD_SYMBOLS = ["AAPL","DOCN","EBAY"] As you may assume, you will need to get your API key for the sandbox environment at this step. To retrieve the key, the only thing you have to do is sign up to Finnhub, and your API key will appear on the dashboard after login. Create the periodic task # app/worker.py import finnhub from celery import Celery from app.db import pool from app.settings import settings client = finnhub.Client(api_key=settings.api_key) celery_app = Celery(broker=settings.celery_broker) @celery_app.on_after_configure.connect def setup_periodic_tasks(sender, **kwargs): """ Set up a periodic task for every symbol defined in the settings. """ for symbol in settings.symbols: sender.add_periodic_task(settings.frequency, fetch.s(symbol)) @celery_app.task def fetch(symbol: str): """ Fetch the stock info for a given symbol from Finnhub and load it into QuestDB. """ quote: dict = client.quote(symbol) # https://finnhub.io/docs/api/quote # quote = {'c': 148.96, 'd': -0.84, 'dp': -0.5607, 'h': 149.7, 'l': 147.8, 'o': 148.985, 'pc': 149.8, 't': 1635796803} # c: Current price # d: Change # dp: Percent change # h: High price of the day # l: Low price of the day # o: Open price of the day # pc: Previous close price # t: when it was traded query = f""" INSERT INTO quotes(stock_symbol, current_price, high_price, low_price, open_price, percent_change, tradets, ts) VALUES( '{symbol}', {quote["c"]}, {quote["h"]}, {quote["l"]}, {quote["o"]}, {quote["pc"]}, {quote["t"]} * 1000000, systimestamp() ); """ with pool.connection() as conn: conn.execute(query) Going through the code above: import finnhub from celery import Celery from app.db import pool from app.settings import settings # [...] In the first few lines, we import the requirements that are needed to fetch and store the data. After importing the requirements, we configure the Finnhub client and Celery to use the Redis broker we defined in the application settings. # [...] client = finnhub.Client(api_key=settings.api_key) celery_app = Celery(broker=settings.celery_broker) # [...] To fetch the data periodically per stock symbol, we need to programmatically create a periodic task for every symbol we defined in the settings. # [...] @celery_app.on_after_configure.connect def setup_periodic_tasks(sender, **kwargs): """ Set up a periodic task for every symbol defined in the settings. """ for symbol in settings.symbols: sender.add_periodic_task(settings.frequency, fetch.s(symbol)) # [...] The snippet above will register a new periodic per stock symbol after Celery is connected to the broker. The last step is to define the task that does the majority of the work. fetch # [...] @celery_app.task def fetch(symbol: str): """ Fetch the stock info for a given symbol from Finnhub and load it into QuestDB. """ quote: dict = client.quote(symbol) # https://finnhub.io/docs/api/quote # quote = {'c': 148.96, 'd': -0.84, 'dp': -0.5607, 'h': 149.7, 'l': 147.8, 'o': 148.985, 'pc': 149.8, 't': 1635796803} # c: Current price # d: Change # dp: Percent change # h: High price of the day # l: Low price of the day # o: Open price of the day # pc: Previous close price # t: when it was traded query = f""" INSERT INTO quotes(stock_symbol, current_price, high_price, low_price, open_price, percent_change, tradets, ts) VALUES( '{symbol}', {quote["c"]}, {quote["h"]}, {quote["l"]}, {quote["o"]}, {quote["pc"]}, {quote["t"]} * 1000000, systimestamp() ); """ with pool.connection() as conn: conn.execute(query) Using the Finnhub , we get a quote for the given symbol. After the quote is retrieved successfully, we prepare a SQL query to insert the quote into the database. At the end of the function, as the last step, we open a connection to QuestDB and insert the new quote. client Congratulations! The worker is ready for use; let's try it out! Execute the command below in a new terminal window within the virtualenv, and wait some seconds to let Celery kick in: python -m celery --app app.worker.celery_app worker --beat -l info -c 1 Soon, you will see that the tasks are scheduled, and the database is slowly filling. Checking in on what we've built so far Before proceeding to the visualization steps, let's have a look at what we have built so far: we created the project root a file to manage related services docker-compose.yml that handles our application configuration app/settings.py configuring the database pool, and app/db.py last but not least, that handles the hard work, fetches, and stores the data. app/worker.py At this point, we should have the following project structure: ├── app │ ├── __init__.py │ ├── db.py │ ├── settings.py │ └── worker.py ├── .env └── docker-compose.yml Visualize the data with Plotly and Dash Getting static assets This tutorial is not about writing the necessary style sheets or collecting static assets, so you only need to copy-paste some code. As the first step, create an directory next to the package with the structure below: assets app ├── app │ ├── __init__.py │ ├── db.py │ ├── settings.py │ └── worker.py ├── assets ├── .env ├── docker-compose.yml The will define the styling for our application. As mentioned above, Dash will save us from boilerplate code, so the directory will be used by default in conjunction with the stylesheet in it. style.css assets Download the file to the directory, this can be done using : style.css assets curl curl -s -Lo ./assets/style.css https://raw.githubusercontent.com/gabor-boros/questdb-stock-market-dashboard/main/assets/style.css Setting up the application This is the most interesting part of the tutorial. We are going to visualize the data we collect. Create a file in the package, and let's begin with the imports: main.py app # app/main.py from datetime import datetime, timedelta import dash import pandas from dash import dcc, html from dash.dependencies import Input, Output from plotly import graph_objects from app.db import engine from app.settings import settings # [...] After having the imports in place, we are defining some helper functions and constants. # [...] GRAPH_INTERVAL = settings.graph_interval * 1000 TIME_DELTA = 5 # last T hours of data are looked into as per insert time COLORS = [ "#1e88e5", "#7cb342", "#fbc02d", "#ab47bc", "#26a69a", "#5d8aa8", ] def now() -> datetime: return datetime.utcnow() def get_stock_data(start: datetime, end: datetime, stock_symbol: str): def format_date(dt: datetime) -> str: return dt.isoformat(timespec="microseconds") + "Z" query = f"quotes WHERE ts BETWEEN '{format_date(start)}' AND '{format_date(end)}'" if stock_symbol: query += f" AND stock_symbol = '{stock_symbol}' " with pool.connection() as conn: return pandas.read_sql_query(query, conn) # [...] In the first few lines, we define constants for setting a graph update frequency ( ) and colors that will be used for coloring the graph ( ). After that, we define two helper functions, and . While is responsible only for getting the current time in UTC (as Finnhub returns the date in UTC too), the does more. It is the core of our front-end application, it fetches the stock data from QuestDB that workers inserted. GRAPH_INTERVAL COLORS now get_stock_data now get_stock_data Define the initial data frame and the application: # [...] df = get_stock_data(now() - timedelta(hours=TIME_DELTA), now(), "") app = dash.Dash( __name__, title="Real-time stock market changes", assets_folder="../assets", meta_tags=[{"name": "viewport", "content": "width=device-width, initial-scale=1"}], ) # [...] As you can see above, the initial data frame ( ) will contain the latest 5 hours of data we have. This is needed to pre-populate the application with some data we have. The application definition describes the application's title, asset folder, and some HTML meta tags used during rendering. df app Create the application layout that will be rendered as HTML. We won't write HTML, we will use Dash's helpers for that: # [...] app.layout = html.Div( [ html.Div( [ html.Div( [ html.H4("Stock market changes", className="app__header__title"), html.P( "Continually query QuestDB and display live changes of the specified stocks.", className="app__header__subtitle", ), ], className="app__header__desc", ), ], className="app__header", ), html.Div( [ html.P("Select a stock symbol"), dcc.Dropdown( id="stock-symbol", searchable=True, options=[ {"label": symbol, "value": symbol} for symbol in df["stock_symbol"].unique() ], ), ], className="app__selector", ), html.Div( [ html.Div( [ html.Div( [html.H6("Current price changes", className="graph__title")] ), dcc.Graph(id="stock-graph"), ], className="one-half column", ), html.Div( [ html.Div( [html.H6("Percent changes", className="graph__title")] ), dcc.Graph(id="stock-graph-percent-change"), ], className="one-half column", ), ], className="app__content", ), dcc.Interval( id="stock-graph-update", interval=int(GRAPH_INTERVAL), n_intervals=0, ), ], className="app__container", ) # [...] This snippet is a bit longer, though it has only one interesting part, . The interval is used to set up periodic graph refresh. dcc.Interval We are nearly finished with our application, but the last steps are to define two callbacks that will listen to input changes and the interval discussed above. The first callback is for generating the graph data and rendering the lines per stock symbol. # [...] @app.callback( Output("stock-graph", "figure"), [Input("stock-symbol", "value"), Input("stock-graph-update", "n_intervals")], ) def generate_stock_graph(selected_symbol, _): data = [] filtered_df = get_stock_data(now() - timedelta(hours=TIME_DELTA), now(), selected_symbol) groups = filtered_df.groupby(by="stock_symbol") for group, data_frame in groups: data_frame = data_frame.sort_values(by=["ts"]) trace = graph_objects.Scatter( x=data_frame.ts.tolist(), y=data_frame.current_price.tolist(), marker=dict(color=COLORS[len(data)]), name=group, ) data.append(trace) layout = graph_objects.Layout( xaxis={"title": "Time"}, yaxis={"title": "Price"}, margin={"l": 70, "b": 70, "t": 70, "r": 70}, hovermode="closest", plot_bgcolor="#282a36", paper_bgcolor="#282a36", font={"color": "#aaa"}, ) figure = graph_objects.Figure(data=data, layout=layout) return figure # [...] The other callback is very similar to the previous one; it will be responsible for updating the percentage change representation of the stocks or a given stock. # [...] @app.callback( Output("stock-graph-percent-change", "figure"), [ Input("stock-symbol", "value"), Input("stock-graph-update", "n_intervals"), ], ) def generate_stock_graph_percentage(selected_symbol, _): data = [] filtered_df = get_stock_data(now() - timedelta(hours=TIME_DELTA), now(), selected_symbol) groups = filtered_df.groupby(by="stock_symbol") for group, data_frame in groups: data_frame = data_frame.sort_values(by=["ts"]) trace = graph_objects.Scatter( x=data_frame.ts.tolist(), y=data_frame.percent_change.tolist(), marker=dict(color=COLORS[len(data)]), name=group, ) data.append(trace) layout = graph_objects.Layout( xaxis={"title": "Time"}, yaxis={"title": "Percent change"}, margin={"l": 70, "b": 70, "t": 70, "r": 70}, hovermode="closest", plot_bgcolor="#282a36", paper_bgcolor="#282a36", font={"color": "#aaa"}, ) figure = graph_objects.Figure(data=data, layout=layout) return figure # [...] The last step is to call on the object when the script is called from the CLI. run_server app # [...] if __name__ == "__main__": app.run_server(host="0.0.0.0", debug=settings.debug) We are now ready to try our application with actual data. Make sure that the Docker containers are started and execute from the project root: PYTHONPATH=. python app/main.py $ PYTHONPATH=. python app/main.py Dash is running on http://0.0.0.0:8050/ * Tip: There are `.env` or `.flaskenv` files present. Do "pip install python-dotenv" to use them. * Serving Flask app 'main' (lazy loading) * Environment: production WARNING: This is a development server. Do not use it in a production deployment. Use a production WSGI server instead. * Debug mode: off * Running on all addresses. WARNING: This is a development server. Do not use it in a production deployment. * Running on http://192.168.0.14:8050/ (Press CTRL+C to quit) Navigate to , to see the application in action. http://127.0.0.1:8050/ To select only one stock, in the dropdown field choose the desired stock symbol and let the application refresh. Summary In this tutorial, we've learned how to schedule tasks in Python, store data in QuestDB, and create beautiful dashboards using Plotly and Dash. Although we won't start trading just right now; this tutorial demonstrated how to combine these powerful tools and software to create something bigger and more useful. Thank you for your attention! . The source code is available at https://github.com/gabor-boros/questdb-stock-market-dashboard First published here

Build a Real-time Stock Price Dashboard With Python, QuestDB and Plotly

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Gábor Boros

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Build a Real-time Stock Price Dashboard With Python, QuestDB and Plotly

Too Long; Didn't Read

Gábor Boros

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